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	param	t-stat
$ω$	5.0000	20.43
$α$	0.2173	17.55
$β$	0.8088	136.30
$γ$	-0.1558	-9.02

V-Lab

CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:192.01% (-16.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses